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Date/Time: Tue, 26 Nov 2024 02:22:46 +0000



Few Numbers Bars related question

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[2018-12-25 16:54:51]
User235891 - Posts: 26
Hey. I have a few Numbers Bars related questions which I couldn't find answer to in the help documents and forum:

1. Is it possible to have the background coloring method set to "Ask Volume and Bid Volume Difference -Percentage"(aka Delta -Percentage)? I can only find "Ask Volume and Bid Volume Difference -Actual".

2. It appears like when prices are skipped, SC simply shows the background(no box at all) instead of showing a "0 x 0" box(in a "BidVol x AskVol" example) - so the Numbers Bar have 'holes' in the bar. Prices are often skipped in a volatile market on a 1M chart(like Bitcoin on a 1M chart), and this make things very distracting and hard to read. Is it possible to show "0 x 0" boxes instead of showing the background with no boxes at all in such scenarios?

3. Is it possible to change the background coloring scheme from a 4 up/down color scheme(percentage based) to a 3 up/down color scheme?

4. With futures Perpetual Contracts(in Bitmex/Deribit), do I need to set "Continuous Contract" to "None" or should I set it to a different setting? (I know that with normal futures contracts I will want to have it on).


Thanks.
[2018-12-25 20:02:58]
User235891 - Posts: 26
5. I'm not sure if I should open a new thread for it, but it seems like the Bid Vol and Ask Vol numbers are reversed for Bitcoin(I only checked it on Deribit Bitcoin, not on other exchanges). I attach a screenshot showing 1M Numbers Bars on the left side(BTC-DERIBIT), and on the right side Deribit website. See the Recent Trades on Deribit website showing there are only Sell trades, but Sierrachart shows it as Ask Vol in the Numbers Bar.


EDIT:
Iv'e just checked the same chartbook on a Bitmex BTC feed, and it seems like things working fine there. So the problem is likely to be with Deribit feed only.
Date Time Of Last Edit: 2018-12-26 14:54:57
imageSC issue.jpg / V - Attached On 2018-12-25 20:02:02 UTC - Size: 710.67 KB - 458 views
[2018-12-26 19:02:00]
Sierra Chart Engineering - Posts: 104368
1. This is supported. Here is the complete list:
Numbers Bars: Numbers Bars Background Coloring Methods

2. No, from our perspective this makes no sense.

3. No.

4. That setting is not applicable to that type of symbol.

5. Yes we do see this problem. This will be fixed today.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2018-12-26 19:36:11]
User235891 - Posts: 26
1. I can find "Based on Separate Ask Volume Bid Volume - Actual", but not "Based on Separate Ask Volume Bid Volume - Percentage". Can you please refer me to the exact one if I'm somehow missing it?

2. Setting the % for the color scheme like this: ".33, .4, .66" then setting the color for up/down 2 and up/down 3 to be a similar color will essentially achieve 3 up/down color scheme right? or will it cause some issues?

3. I'm trying to divide the contracts # by 100 on the Numbers Bars, so that every 100 contracts will show up as 1 contract in the Numbers Bars(and other studies in this chart). So I went to Global Symbol Settings --> Choose the symbol --> Additional tab, and tried setting the Volume Multiplier to ".01". But this had no effect at all. Is it the right way to achieve what I'm trying to do?


Thanks.
[2018-12-26 21:44:39]
Sierra Chart Engineering - Posts: 104368
1. This is what we were making reference to: Based on AskVol/BidVol Percentage. But maybe that is not what you are looking for.


3. You need to use this particular setting instead:
Chart Settings: Volume and Open Interest Multiplier (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2018-12-27 13:28:53]
User235891 - Posts: 26
1. "Based on AskVol/BidVol Percentage" is not what I'm looking for. What I'm looking for is "Delta Percentage"(meaning "Ask Volume and Bid Volume Difference Percentage"). You already have "Ask Volume and Bid Volume Difference Actual", but the Percentage one will be the most useful one as it will show relative buying/selling aggressiveness within each numbers bar regardless of the absolute value(which can vary a lot if you change time frames). This is also the default coloring background method in CQG MarketDelta platform, so I'm sure people who want to move from MD to SC will appreciate having this.

2. Thanks for referring me to "Volume and Open Interest Multiplier", it worked like I wanted. There is a small issue though, I used a 0.01 multiplier, but on some price boxes the volume doesn't round up exactly to 0.01 - it's off by a bit. Usually it's off by a small number(which is not very significant), but I'd like to confirm it's not a serious issue from SC side that might cause some numbers to be significantly off. Watch the attached picture showing numbers bars with and without 0.01 "Volume and Open Interest Multiplier" - see the green boxes I marked(these are just examples, I can find more of these).
Date Time Of Last Edit: 2018-12-27 13:58:27
imageScreenshot_3.jpg / V - Attached On 2018-12-27 13:22:58 UTC - Size: 228.02 KB - 485 views
[2018-12-27 22:38:44]
Sierra Chart Engineering - Posts: 104368
1. What about this one: Based on Dominant Side AskVol BidVol Percentage

It is documented here:
Numbers Bars: Background Coloring Based on Dominant Side AskVol BidVol Percentage

2. The multiplication is performed on the volume of individual trades, so there is going to be a cumulative effect of that. We do not see how we can do any better with this. But there could be some rounding error involved.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2018-12-27 22:39:09
[2018-12-28 06:42:05]
User235891 - Posts: 26
"Based on Dominant Side AskVol BidVol Percentage" is not it. This one is based on AskVol OR BidVol, where what I'm talking about is based on Delta(which means the difference between the AskVol and BidVol).

I don't think you currently have what I'm asking about. You have it available with the compare thresholds(for coloring) being based on actual volume #, this one: "Based on AskVol BidVol Difference - Actual". What I'm asking for is the same thing, but having the compare thresholds(for coloring) being based on percentage instead of being based on actual actual volume #.

I hope you can see the value in it and can add it soon: a. It's the default background coloring method in CQG MarketDelta platform, so I'm sure people who want to move from MD to SC will appreciate having this a lot, b. Percentage based compare thresholds make more sense for this background coloring method compare to based on actual volume # which you currently have available.
[2018-12-28 18:46:26]
Sierra Chart Engineering - Posts: 104368
How is the percentage calculated?

t's the default background coloring method in CQG MarketDelta platform, so I'm sure people who want to move from MD to SC will appreciate having this a lot,
We cannot remember anyone asking for this previously and we already have a lot of users who have moved from Market Delta anyway. But it is not hard for us to add. We just need to understand how the percentage is calculated.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2018-12-28 18:46:48
[2018-12-31 12:09:05]
User235891 - Posts: 26
Sorry for my late reply here.

I appreciate you willing to add this. I'm sure many will enjoy this one, and that it will appeal to people who want to move from MarketDelta to SC - as it's the default background coloring used there and is missing in SC. I've actually seen multiple requests for this when searching for this, and will refer you to one forum thread/reply explaining in details what we're looking for:
Color Shading on Numbers Bars Background (and text) | Post: 144616

The small details will matter a lot - making it relative to today's chart bars, and adding maximum quantity functionality. Both explained in the reply I referred you to.

If you need any more details, please let me know and i'll provide it.


Thanks. A+ support :-)
[2018-12-31 21:12:16]
Sierra Chart Engineering - Posts: 104368
We will add this. So you want the percentage calculated based on the highest and lowest ask volume minus bid volume for each price level during the entire trading day?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-01-01 16:14:44]
User235891 - Posts: 26
1.
It sounds right. Though like I said, its been explained in great details in this post:
Color Shading on Numbers Bars Background (and text) | Post: 144616
If anything there isn't 100% clear, let me know and i'll try to explain it better here.

I assume you define "entire trading day" by the Session Start Time and Session End Time setting in Global Symbol Settings. If you define it differently, please let me know.

Also, please don't forget the Maximum Quantity functionality. It's really critical, especially with bitcoin/crypto where you often see small periods of time with much higher volume(or delta) compare to the rest of the day. (so anything above this quantity should be color coded as defined, but be excluded from the range used for the percentage calculation. not having this will often make the coloring very skewed).

2.
If you can add the same coloring logic to Numbers Bars Calculated Values study it will be great.

What I mean by that is add an option in the study settings to have the "Color Background Based on Value Percentage" be based only on the entire trading day and not based on lifetime values. Again, having a Maximum Quantity functionality here is critical as well.

Edit: to clarify, the percentage calculation should remain simply based on the values on each given row in the study like it is now(I believe). What is needed is an option to have the highest and lowest values be based only on the entire trading day instead of the life time values. plus the maximum quantity functionality.



Thanks again.
Date Time Of Last Edit: 2019-01-01 16:48:44
[2019-01-06 13:04:52]
User235891 - Posts: 26
Hey again.

There is a new version out but this was not added. Also there wasn't any reply to my latest reply here.

Is there a chance to get an update on this?


Thanks and happy new year :-)
[2019-01-07 08:09:18]
Sierra Chart Engineering - Posts: 104368
Post #13 has far too much of an expectation and we cannot be responding to all of this. In regards to the new coloring method, we do not know when we would be able to do that. Probably within 3 months.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-01-07 08:10:52
[2019-01-07 17:09:06]
User235891 - Posts: 26
Thanks for the update.

If I'll attach documentation showing it's Market Delta default coloring method, and that in the past there have been multiple requests for this in the forum, will it help showing you there is high demand for this thus possibly help in getting this become available faster?

(I'm aware that you are quite busy and have to prioritize things, that's why i'm hoping that showing there is high demand for this will help prioritize this higher)
Date Time Of Last Edit: 2019-01-07 18:46:30
[2020-08-12 15:28:27]
Zazza - Posts: 5
Hello everyone!
I wanted to know if there was any news on this update?
[2020-08-12 16:20:50]
John - SC Support - Posts: 36286
The ability to use the Maximum value for the data for the percentage calculations has just been released and is in version 2148. You can update to this version by selecting Help >> Download Current Version.

You will find the documentation on how to use this option here:
Numbers Bars: Determine Maximum/Minimum Values for Coloring From
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-08-12 23:04:16
[2020-08-14 17:09:18]
Zazza - Posts: 5
Thanks for the reply.

I add a question.

I wanted to know where it was possible to find the changelog of the prerelase versions of Sierra. To know the updates that are made?
[2020-08-14 19:33:39]
Sierra Chart Engineering - Posts: 104368
You will find the information here. Although we tend to be a few releases behind:
https://www.sierrachart.com/index.php?page=doc/Whats_New.php
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-11-27 21:40:41]
User805074 - Posts: 29
Hello,
A few months ago, I raised this request on the forum, it would be interesting to include it for SC, as do other platforms, such as CQG, ATAS, Ninja, etc.. I join the request of User 235891, post 144616 explains it quite well. I have done it manually, Using Ask Vol x Bid Vol Current Difference, and the comparison thresholds I have calculated from a bar number chart, with the numbers bars calculated study, to calculate the average of the maximum bar Delta, and based on those values, I have adjusted the comparison thresholds, it matches 95% with the ATAS configuration, but it is still an artisan method, and with lack of accuracy, so the users, who use the numbers bars study, would appreciate this update. Thanks
[2023-11-30 15:14:17]
John - SC Support - Posts: 36286
User805074:

The ability to set the coloring for the Numbers Bars based on the trading day is in the system, and has been since 2020, as noted in post #17 above. Refer to the information for the following input:
Numbers Bars: Determine Maximum/Minimum Values for Coloring From

And this is also true of the Numbers Bars Calculated Values studies, with the Input for "Determine Maximum/Minimum Values for Background From:".
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-10 09:40:50]
User805074 - Posts: 29
OK John, but the coloring of the bottom of the clusters is not based on the highs of the trading day, but takes them into account. The calculation is based on the delta, as did Market Delta, and today ATAS, CQG, the user whats1thingnow in the publication 144616, explains the method to do it. In my publication above I explain how I have done it, which is using Based on AskVol BidVol Difference - Actual, but for the coloration to be as close as possible to the attached image of ATAS, or CQG Market Delta, you must manually modify the values of Column 1 Actual Volume Compare Thresholds In:112 (if this column is used in the study), changing them according to the market and its trading volume, to match the attached image. It would be interesting if this option were automatic, when selecting the background coloring method, Based on AskVol BidVol Difference - Actual. Thanks.
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[2024-01-10 09:44:26]
User805074 - Posts: 29
In this post I am sending you the screenshots of the ATAS bar numbers, based on BidXAsk, the same as Market Delta. Thanks.
imageATAS_Footprint1.jpg / V - Attached On 2024-01-10 09:44:06 UTC - Size: 141.32 KB - 64 views
imageATAS_Footprint2.jpg / V - Attached On 2024-01-10 09:44:15 UTC - Size: 151.33 KB - 71 views

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